Anic Equity¶
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Total return since start: 0.561 %¶
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Equity now: -----------------------------> 47692.96 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46298.04 Kr¶
PnL: ---------------------------------------> -590.53 Kr¶
DD now: ---------------------------------> -1.927 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-20 17:57:08.394108'
Benchmark comparison¶
OMXS30 DJUS
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| Beijer Electronics Group | 26 | 2.020000 | 3146.000000 | 175.000000 | 5.890000 | 2971.000006 |
| HEBA B | 70 | 0.770000 | 2754.500000 | 118.500000 | 4.500000 | 2636.000010 |
| SAAB B | 8 | 0.400000 | 3440.000000 | 63.000000 | 1.870000 | 3377.000000 |
| FM Mattsson Mora Group B | 50 | -1.820000 | 2975.000000 | 48.000000 | 1.640000 | 2927.000000 |
| Corem Property Group B | 59 | 0.390000 | 613.600000 | 36.600000 | 6.340000 | 576.999999 |
| AcadeMedia | 12 | 2.400000 | 593.280000 | 36.280000 | 6.510000 | 557.000004 |
| Boozt | 12 | 3.770000 | 1686.000000 | 32.000000 | 1.930000 | 1653.999996 |
| Resurs Holding | 22 | 4.270000 | 601.040000 | 27.040000 | 4.710000 | 573.999998 |
| Samhällsbyggnadsbo. i Norden B | 20 | 0.630000 | 380.600000 | 25.600000 | 7.210000 | 355.000000 |
| MedCap | 2 | 1.140000 | 445.000000 | 24.000000 | 5.700000 | 421.000000 |
| OEM International B | 7 | 1.830000 | 546.000000 | 18.000000 | 3.410000 | 527.999997 |
| Eastnine | 4 | -0.160000 | 508.800000 | 17.800000 | 3.630000 | 491.000000 |
| Norva24 Group | 16 | -2.780000 | 560.000000 | 17.000000 | 3.130000 | 543.000000 |
| HMS Networks | 2 | -0.230000 | 684.800000 | 11.800000 | 1.750000 | 673.000000 |
| Intrum | 4 | -0.040000 | 536.000000 | 9.000000 | 1.710000 | 527.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | 0.370000 | 567.000000 | 5.000000 | 0.890000 | 562.000005 |
| Karnov Group | 9 | 4.520000 | 540.900000 | 4.900000 | 0.910000 | 536.000004 |
| Essity B | 2 | 1.090000 | 577.400000 | 3.400000 | 0.590000 | 574.000000 |
| Swedbank A | 3 | 0.770000 | 567.300000 | 3.300000 | 0.590000 | 564.000000 |
| Coor Service Management Hold. | 8 | 0.980000 | 535.200000 | 3.200000 | 0.600000 | 532.000000 |
| Essity A | 4 | 0.000000 | 1150.000000 | 1.000000 | 0.090000 | 1149.000000 |
| Creaspac SPAC | 6 | 0.420000 | 577.800000 | 0.800000 | 0.140000 | 577.000002 |
| Handelsbanken A | 5 | 0.690000 | 544.000000 | -2.000000 | -0.370000 | 546.000000 |
| CTEK | 13 | 2.440000 | 530.010000 | -3.990000 | -0.750000 | 533.999999 |
| Samhällsbyggnadsbo. i Norden D | 12 | -0.500000 | 240.960000 | -5.040000 | -2.050000 | 246.000000 |
| Nordea Bank Abp | 29 | 0.810000 | 3448.680000 | -5.320000 | -0.150000 | 3453.999992 |
| Securitas B | 6 | 0.040000 | 564.000000 | -6.000000 | -1.050000 | 570.000000 |
| Sampo Oyj SDB | 7 | 1.480000 | 3843.000000 | -7.000000 | -0.180000 | 3850.000000 |
| Midsona B | 63 | 2.180000 | 560.070000 | -22.930000 | -3.930000 | 582.999984 |
| International Petroleum Corp. | 5 | 1.760000 | 548.000000 | -46.570000 | -7.830000 | 594.565215 |
| Vivesto | 1368 | -0.390000 | 556.500000 | -56.500000 | -9.220000 | 612.999432 |
| Axfood | 13 | 0.540000 | 3660.800000 | -95.200000 | -2.530000 | 3756.000001 |
| OX2 | 18 | 1.580000 | 1449.000000 | -215.000000 | -12.920000 | 1663.999992 |
| Fasadgruppen Group | 35 | 2.150000 | 3486.000000 | -325.000000 | -8.530000 | 3810.999990 |
| Ovzon | 52 | -0.360000 | 2880.800000 | -481.200000 | -14.310000 | 3361.999992 |
| TOTAL | 46298.040000 | -590.530000 | -1.92665% | 46888.564618 |
Updated:¶
'2023-01-20 17:56:53.992487'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
